I can't remember where I read this, but something about needing to have the evidence sent in the I-129f present at the interview. I have none here in Scotland... except some digital pictures, some emails, and flight schedules (which was sent along with the i-129f anyway).

Will my fiance in America need to send me anything? Might as well get a head start before I might be requested by the immigration people.

Yes you should take some evidence with you to the interview incase they ask.
I took some pictures,flight tickets and printed out some old emails,it was never asked for anyway.